Females of many species can become pregnant without ever mating, as was recently demonstrated by a blacktip shark named "Tidbit." The process, at least for sharks, basically involves a cell that acts like sperm by fusing with an egg and injecting its chromosomes into it. Such births often happen in zoos that have one or more females on exhibit sans males.

Here's some Hot Shark Mating Action (SFW):

And check this out: Females of these species can reproduce without having sex!: